An object’s stroke is handled independently from its fill. Two of the tabs of the Fill and Stroke dialog are dedicated to styling strokes.
You can assign a paint to a stroke. This works in the same way as assigning a paint to the fill does (but in the Stroke tab). The stroke paint can not only be a flat color, but also a radial or linear gradient, a pattern or even a gradient mesh.
Check the zoom level (in %) in the bottom right corner of the window to be sure that you’re applying a suitable width. The more you zoom in, the wider the stroke will appear.
The options for Join and Cap slightly modify the shape of the stroke. The default values are fully sufficient in most cases.
The Dashes dropdown list gives access to a large selection of different dash styles, that give you regular dash patterns along the stroke. The number field to the right allows you to shift the dash pattern to the desired location.
It is impossible to apply blur only to an object’s stroke. The options for Blur and Opacity always apply to the object as a whole.